Testing and modelling autoregressive conditional heteroskedasticity of streamflow processes

Conventional streamflow models operate under the assumption of constant variance or season-dependent variances (e.g. ARMA (AutoRegressive Moving Average) models for deseasonalized streamflow series and PARMA (Periodic AutoRegressive Moving Average) models for seasonal streamflow series). However, wi...

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Bibliographic Details
Main Authors: W. Wang, P. H. A. J. M Van Gelder, J. K. Vrijling, J. Ma
Format: Article
Language:English
Published: Copernicus Publications 2005-01-01
Series:Nonlinear Processes in Geophysics
Online Access:http://www.nonlin-processes-geophys.net/12/55/2005/npg-12-55-2005.pdf